V-Lab
CBOE DJIA Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:179.04% (-8.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6457 | 8.02 | |
| 0.1548 | 31.32 | |
| 0.8116 | 127.50 | |
| -0.2165 | -15.23 | |
| 1.2479 | 25.08 |
Estimation Period:
Oct 6, 1997 to Jul 3, 2025
Oct 6, 1997 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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